+23.1%
ECL vs SCHG
+5.5%
+17.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.1% |
| 7D | +7.7% | -2.5% | +10.3% | +8.3% |
| 30D | +13.7% | -5.4% | +19.1% | +15.1% |
| 3M | +11.6% | -2.2% | +13.7% | +11.9% |
| 6M | +23.9% | +5.2% | +18.7% | +21.2% |
| YTD | +21.0% | +6.8% | +14.2% | +16.1% |
| 1Y | +23.1% | +5.9% | +17.2% | +18.5% |
| All | +23.1% | +5.5% | +17.6% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling